Learning anything new can be massively overwhelming, and if you find yourself getting anxious about it, you'll have even more trouble letting it sink in.
Best thing to do is to stop for a bit - go do something else, off screen, and let your brain catch up. I find if i have complex tasks to deal with, or I get stuck on something, going out for a walk or run or ride is great to take your mind off it, and in which case you might get an eureka moment.
I've spent 20+ years in development, still have trouble learning concepts, and struggle when I do. That is not unusual so don't beat your self up if you are finding it hard.
I struggled with udemy, and found @jeffreyway much easier to absorb (hence why I came to laracasts).
As for the knowledge, you don't need to know everything, and shouldnt expect to. Save the links, go back when you have spare moments to learn and get better at googling. You will also benefit by doing if you are struggling with the learning. Build an app, write a test - and these will help cement in the knowledge.